Markets Data Volatility Heatmap Portfolio Calculator

BBY Deep Analytical Report

Best Buy Co., Inc. | Category: Equity Large Cap | Ann. Div Yield: 6.05% ($3.80) | Last Updated: 2026-03-24 | Data Range: 1985-04-01 → 2026-03-01 (492 months)
Quick Overview
Timeframe C-C DoR σ
(Historical)		 H-L DoR σ
(Historical)		 O-C DoR σ
(Historical)		 5Y ATRP
(Avg)		 Binomial IV
(Period)		 Yahoo IV
(Period)		 1σ Lower
(68.27%)		 1σ Upper 2σ Lower
(95.45%)		 2σ Upper
Daily 3.15% 2.65% 2.71% 3.08% 2.33% 2.34% 62.35 65.32 60.91 66.85
Weekly 7.25% 7.07% 7.10% 7.25% 5.12% 5.15% 60.63 67.17 57.60 70.70
Monthly 15.82% 17.48% 16.14% 15.57% 10.66% 10.73% 57.36 70.99 51.56 78.98
Quarterly 29.21% 33.53% 26.18% 26.97% 18.46% 18.58% 53.06 76.75 44.11 92.32
Annual — — — — 36.92% 37.16% 44.11 92.32 30.49 133.54
Option Time Horizon — — — — 13.94% 14.03% 55.51 73.36 48.29 84.33
Calculation Notes: Computed at 2026-03-23T16:38 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $63.81  |  Strike (K): $65.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.9450 (Bid $2.7900 / Ask $3.1000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 6.05%  |  Binomial IV (Annual): 36.92% (CRR binomial tree, American, n=20 steps)  |  BS IV: 37.38% (European Black-Scholes)  |  Yahoo IV (Annual): 37.16% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2025-12-16 $0.9500
2025-09-18 $0.9500
2025-06-18 $0.9500
2025-03-25 $0.9500
2024-12-17 $0.9400
2024-09-19 $0.9400
2024-06-20 $0.9400
2024-03-20 $0.9400
2023-12-11 $0.9200
2023-09-18 $0.9200
2023-06-14 $0.9200
2023-03-22 $0.9200
2022-12-12 $0.8800
2022-09-19 $0.8800
2022-06-13 $0.8800
2022-03-23 $0.8800
2021-12-13 $0.7000
2021-09-13 $0.7000
2021-06-16 $0.7000
2021-03-17 $0.7000
2020-12-14 $0.5500
2020-09-14 $0.5500
2020-06-10 $0.5500
2020-03-18 $0.5500
2019-12-16 $0.5000
2019-09-18 $0.5000
2019-06-12 $0.5000
2019-03-19 $0.5000
2018-12-10 $0.4500
2018-09-17 $0.4500
2018-06-13 $0.4500
2018-03-21 $0.4500
2017-12-06 $0.3400
2017-09-18 $0.3400
2017-06-13 $0.3400
2017-03-20 $0.3400
2016-12-06 $0.2800
2016-09-09 $0.2800
2016-06-10 $0.2800
2016-03-15 $0.7300
2015-12-08 $0.2300
2015-09-11 $0.2300
2015-06-09 $0.2300
2015-03-20 $0.7400
2014-12-09 $0.1900
2014-09-09 $0.1900
2014-06-10 $0.1700
2014-03-18 $0.1700
2013-12-06 $0.1700
2013-09-06 $0.1700
2013-06-07 $0.1700
2013-03-19 $0.1700
2012-12-07 $0.1700
2012-09-07 $0.1700
2012-06-08 $0.1600
2012-04-17 $0.1600
2011-12-29 $0.1600
2011-09-30 $0.1600
2011-06-30 $0.1500
2011-04-12 $0.1500
2010-12-31 $0.1500
2010-10-01 $0.1500
2010-07-01 $0.1400
2010-04-13 $0.1400
2009-12-31 $0.1400
2009-10-02 $0.1400
2009-07-02 $0.1400
2009-04-14 $0.1400
2009-01-02 $0.1400
2008-10-03 $0.1400
2008-07-03 $0.1300
2008-04-21 $0.1300
2008-01-07 $0.1300
2007-10-04 $0.1300
2007-07-06 $0.1000
2007-04-23 $0.1000
2006-12-28 $0.1000
2006-09-29 $0.1000
2006-06-29 $0.0800
2006-04-18 $0.0800
2005-12-29 $0.0800
2005-09-30 $0.0800
2005-06-30 $0.0733
2005-04-18 $0.0733
2005-01-03 $0.0733
2004-10-04 $0.0733
2004-07-02 $0.0667
2004-04-19 $0.0667
2004-01-05 $0.0667
2003-11-14 $0.2000
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.22. Further, an Excess Kurtosis of 12.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.35%720.70%0.70%
-9.35% to -6.99%840.82%1.52%
-6.99% to -4.62%2902.82%4.34%
-4.62% to -2.25%110310.72%15.06%
-2.25% to 0.11%395138.41%53.47%
0.11% to 2.48%322631.36%84.83%
2.48% to 4.85%106010.30%95.13%
4.85% to 7.21%2852.77%97.90%
7.21% to 9.58%1041.01%98.91%
Greater than 9.58%1121.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.04%3.27% 80.27%68.27%
±2σ -6.20%6.42% 95.23%95.45%
±3σ -9.35%9.58% 98.21%99.73%
Descriptive Statistics
Mean0.114%
Standard Error0.031%
Median0.000%
Mode0.000%
Standard Deviation3.155%
Sample Variance9.954%
Kurtosis12.44
Skewness-0.22
Range66.056%
Minimum-38.783%
Maximum27.273%
Count10287
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.290% 4952 48.14% 1.102%
Negative -2.114% 4810 46.76% -0.988%
Zero 0.000% 525 5.10% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.22%
20 1 Month 3.53%
60 1 Quarter 3.53%
250 1 Year 3.46%
750 3 Years 2.89%
1,250 5 Years 3.08%
2,500 10 Years 3.02%
5,000 20 Years 3.20%
12,500 50 Years 3.78%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.72. Further, an Excess Kurtosis of 146.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.38%00.00%0.00%
-4.38% to -2.39%00.00%0.00%
-2.39% to -0.41%00.00%0.00%
-0.41% to 1.58%122311.89%11.89%
1.58% to 3.57%539652.45%64.34%
3.57% to 5.56%220721.45%85.79%
5.56% to 7.54%8127.89%93.68%
7.54% to 9.53%3553.45%97.13%
9.53% to 11.52%1301.26%98.40%
Greater than 11.52%1651.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.92%6.22% 88.43%68.27%
±2σ -1.73%8.87% 96.20%95.45%
±3σ -4.38%11.52% 98.40%99.73%
Descriptive Statistics
Mean3.568%
Standard Error0.026%
Median2.892%
Mode2.857%
Standard Deviation2.650%
Sample Variance7.025%
Kurtosis146.47
Skewness6.72
Range89.195%
Minimum0.279%
Maximum89.474%
Count10288
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.568% 10288 100.00% 3.568%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.58. Further, an Excess Kurtosis of 35.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.10%700.68%0.68%
-8.10% to -6.06%1061.03%1.71%
-6.06% to -4.03%3313.22%4.93%
-4.03% to -1.99%115911.27%16.19%
-1.99% to 0.05%372736.23%52.42%
0.05% to 2.08%325231.61%84.03%
2.08% to 4.12%115211.20%95.23%
4.12% to 6.16%3173.08%98.31%
6.16% to 8.19%1000.97%99.28%
Greater than 8.19%740.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.67%2.76% 79.03%68.27%
±2σ -5.38%5.48% 95.21%95.45%
±3σ -8.10%8.19% 98.60%99.73%
Descriptive Statistics
Mean0.047%
Standard Error0.027%
Median0.000%
Mode0.000%
Standard Deviation2.715%
Sample Variance7.373%
Kurtosis35.40
Skewness1.58
Range79.994%
Minimum-22.449%
Maximum57.545%
Count10288
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.938% 4949 48.10% 0.932%
Negative -1.936% 4704 45.72% -0.885%
Zero 0.000% 635 6.17% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.35. Further, an Excess Kurtosis of 3.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.18%90.42%0.42%
-21.18% to -15.74%271.26%1.69%
-15.74% to -10.31%833.89%5.57%
-10.31% to -4.87%23410.96%16.53%
-4.87% to 0.57%75335.27%51.80%
0.57% to 6.00%67331.52%83.33%
6.00% to 11.44%22410.49%93.82%
11.44% to 16.88%843.93%97.75%
16.88% to 22.32%281.31%99.06%
Greater than 22.32%200.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.68%7.82% 76.91%68.27%
±2σ -13.93%15.07% 94.29%95.45%
±3σ -21.18%22.32% 98.64%99.73%
Descriptive Statistics
Mean0.568%
Standard Error0.157%
Median0.258%
Mode0.000%
Standard Deviation7.249%
Sample Variance52.542%
Kurtosis3.83
Skewness0.35
Range88.640%
Minimum-39.344%
Maximum49.296%
Count2135
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.591% 1096 51.34% 2.870%
Negative -4.872% 1009 47.26% -2.303%
Zero 0.000% 30 1.41% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 7.02%
12 1 Quarter 7.19%
52 1 Year 7.88%
156 3 Years 6.74%
260 5 Years 7.25%
520 10 Years 7.17%
1,040 20 Years 7.54%
2,600 50 Years 9.33%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.38. Further, an Excess Kurtosis of 22.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.48%00.00%0.00%
-11.48% to -6.18%00.00%0.00%
-6.18% to -0.87%00.00%0.00%
-0.87% to 4.43%30714.37%14.37%
4.43% to 9.74%107650.37%64.75%
9.74% to 15.04%42119.71%84.46%
15.04% to 20.35%1818.47%92.93%
20.35% to 25.66%793.70%96.63%
25.66% to 30.96%371.73%98.36%
Greater than 30.96%351.64%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.67%16.81% 86.84%68.27%
±2σ -4.41%23.89% 96.11%95.45%
±3σ -11.48%30.96% 98.36%99.73%
Descriptive Statistics
Mean9.739%
Standard Error0.153%
Median7.713%
Mode5.882%
Standard Deviation7.074%
Sample Variance50.040%
Kurtosis22.12
Skewness3.38
Range92.122%
Minimum1.562%
Maximum93.684%
Count2136
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.739% 2136 100.00% 9.739%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.20. Further, an Excess Kurtosis of 9.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.27%70.33%0.33%
-21.27% to -15.95%200.94%1.26%
-15.95% to -10.62%793.70%4.96%
-10.62% to -5.29%25912.13%17.09%
-5.29% to 0.03%75635.39%52.48%
0.03% to 5.36%68331.98%84.46%
5.36% to 10.69%2129.93%94.38%
10.69% to 16.01%763.56%97.94%
16.01% to 21.34%241.12%99.06%
Greater than 21.34%200.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.07%7.14% 77.86%68.27%
±2σ -14.17%14.24% 94.99%95.45%
±3σ -21.27%21.34% 98.74%99.73%
Descriptive Statistics
Mean0.033%
Standard Error0.154%
Median-0.156%
Mode0.000%
Standard Deviation7.102%
Sample Variance50.436%
Kurtosis9.84
Skewness1.20
Range99.427%
Minimum-33.019%
Maximum66.408%
Count2136
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.235% 1016 47.57% 2.490%
Negative -4.816% 1090 51.03% -2.458%
Zero 0.000% 30 1.40% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.50. Further, an Excess Kurtosis of 1.55 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -44.90%20.41%0.41%
-44.90% to -33.03%30.61%1.02%
-33.03% to -21.16%173.46%4.48%
-21.16% to -9.29%6813.85%18.33%
-9.29% to 2.58%17936.46%54.79%
2.58% to 14.45%13026.48%81.26%
14.45% to 26.31%5310.79%92.06%
26.31% to 38.18%275.50%97.56%
38.18% to 50.05%61.22%98.78%
Greater than 50.05%61.22%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.25%18.40% 75.76%68.27%
±2σ -29.07%34.23% 94.09%95.45%
±3σ -44.90%50.05% 98.37%99.73%
Descriptive Statistics
Mean2.577%
Standard Error0.714%
Median0.926%
Mode0.000%
Standard Deviation15.824%
Sample Variance250.394%
Kurtosis1.55
Skewness0.50
Range117.149%
Minimum-48.692%
Maximum68.457%
Count491
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.647% 258 52.55% 7.171%
Negative -9.851% 229 46.64% -4.595%
Zero 0.000% 4 0.81% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.93%
12 1 Year 16.74%
36 3 Years 14.63%
60 5 Years 15.57%
120 10 Years 15.88%
240 20 Years 16.65%
600 50 Years 21.43%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.99. Further, an Excess Kurtosis of 15.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.83%00.00%0.00%
-27.83% to -14.72%00.00%0.00%
-14.72% to -1.60%00.00%0.00%
-1.60% to 11.51%8216.67%16.67%
11.51% to 24.62%23347.36%64.02%
24.62% to 37.74%9619.51%83.54%
37.74% to 50.85%479.55%93.09%
50.85% to 63.96%193.86%96.95%
63.96% to 77.08%71.42%98.37%
Greater than 77.08%81.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.14%42.11% 87.60%68.27%
±2σ -10.35%59.59% 95.93%95.45%
±3σ -27.83%77.08% 98.37%99.73%
Descriptive Statistics
Mean24.622%
Standard Error0.788%
Median19.787%
Mode11.048%
Standard Deviation17.485%
Sample Variance305.725%
Kurtosis15.36
Skewness2.99
Range160.701%
Minimum6.667%
Maximum167.368%
Count492
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 24.622% 492 100.00% 24.622%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.27. Further, an Excess Kurtosis of 5.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.28%00.00%0.00%
-48.28% to -36.17%20.41%0.41%
-36.17% to -24.07%214.27%4.67%
-24.07% to -11.96%7615.45%20.12%
-11.96% to 0.14%15631.71%51.83%
0.14% to 12.25%15932.32%84.15%
12.25% to 24.35%499.96%94.11%
24.35% to 36.46%183.66%97.76%
36.46% to 48.56%61.22%98.98%
Greater than 48.56%51.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.00%16.28% 75.41%68.27%
±2σ -32.14%32.42% 95.53%95.45%
±3σ -48.28%48.56% 98.98%99.73%
Descriptive Statistics
Mean0.144%
Standard Error0.728%
Median-0.328%
Mode-20.000%
Standard Deviation16.140%
Sample Variance260.497%
Kurtosis5.43
Skewness1.27
Range135.658%
Minimum-40.512%
Maximum95.146%
Count492
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.199% 237 48.17% 5.876%
Negative -11.103% 254 51.63% -5.732%
Zero 0.000% 1 0.20% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.17. Further, an Excess Kurtosis of 2.56 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -79.89%00.00%0.00%
-79.89% to -57.98%00.00%0.00%
-57.98% to -36.07%53.05%3.05%
-36.07% to -14.17%2716.46%19.51%
-14.17% to 7.74%6237.80%57.32%
7.74% to 29.64%3923.78%81.10%
29.64% to 51.55%1710.37%91.46%
51.55% to 73.46%95.49%96.95%
73.46% to 95.36%31.83%98.78%
Greater than 95.36%21.22%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -21.47%36.95% 76.83%68.27%
±2σ -50.68%66.15% 95.73%95.45%
±3σ -79.89%95.36% 98.78%99.73%
Descriptive Statistics
Mean7.738%
Standard Error2.281%
Median2.221%
Mode-55.914%
Standard Deviation29.208%
Sample Variance853.131%
Kurtosis2.56
Skewness1.17
Range189.140%
Minimum-55.914%
Maximum133.226%
Count164
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 27.622% 87 53.05% 14.653%
Negative -14.729% 77 46.95% -6.915%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.78%
12 3 Years 25.31%
20 5 Years 26.97%
40 10 Years 27.18%
80 20 Years 29.04%
200 50 Years 39.86%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.76. Further, an Excess Kurtosis of 3.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -50.57%00.00%0.00%
-50.57% to -25.42%00.00%0.00%
-25.42% to -0.27%00.00%0.00%
-0.27% to 24.88%3320.00%20.00%
24.88% to 50.02%7646.06%66.06%
50.02% to 75.17%2816.97%83.03%
75.17% to 100.32%148.48%91.52%
100.32% to 125.47%74.24%95.76%
125.47% to 150.62%42.42%98.18%
Greater than 150.62%31.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 16.49%83.56% 82.42%68.27%
±2σ -17.04%117.09% 94.55%95.45%
±3σ -50.57%150.62% 98.18%99.73%
Descriptive Statistics
Mean50.025%
Standard Error2.610%
Median40.224%
Mode20.550%
Standard Deviation33.532%
Sample Variance1124.419%
Kurtosis3.59
Skewness1.76
Range185.633%
Minimum12.262%
Maximum197.895%
Count165
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 50.025% 165 100.00% 50.025%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.01. Further, an Excess Kurtosis of 3.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -78.73%00.00%0.00%
-78.73% to -59.10%00.00%0.00%
-59.10% to -39.47%63.64%3.64%
-39.47% to -19.84%3219.39%23.03%
-19.84% to -0.21%4929.70%52.73%
-0.21% to 19.43%4929.70%82.42%
19.43% to 39.06%1710.30%92.73%
39.06% to 58.69%95.45%98.18%
58.69% to 78.32%10.61%98.79%
Greater than 78.32%21.21%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -26.38%25.97% 75.76%68.27%
±2σ -52.56%52.14% 95.76%95.45%
±3σ -78.73%78.32% 98.79%99.73%
Descriptive Statistics
Mean-0.206%
Standard Error2.038%
Median-1.073%
Mode-56.985%
Standard Deviation26.175%
Sample Variance685.141%
Kurtosis3.10
Skewness1.01
Range183.814%
Minimum-56.985%
Maximum126.829%
Count165
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 20.467% 78 47.27% 9.675%
Negative -18.739% 87 52.73% -9.881%
Zero 0.000% 0 0.00% 0.000%